| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
5,672.5 |
5,744.5 |
72.0 |
1.3% |
5,309.0 |
| High |
5,767.0 |
5,891.0 |
124.0 |
2.2% |
5,767.0 |
| Low |
5,631.0 |
5,675.0 |
44.0 |
0.8% |
5,147.5 |
| Close |
5,693.5 |
5,865.5 |
172.0 |
3.0% |
5,693.5 |
| Range |
136.0 |
216.0 |
80.0 |
58.8% |
619.5 |
| ATR |
229.3 |
228.3 |
-0.9 |
-0.4% |
0.0 |
| Volume |
306 |
463 |
157 |
51.3% |
3,385 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,458.5 |
6,378.0 |
5,984.3 |
|
| R3 |
6,242.5 |
6,162.0 |
5,924.9 |
|
| R2 |
6,026.5 |
6,026.5 |
5,905.1 |
|
| R1 |
5,946.0 |
5,946.0 |
5,885.3 |
5,986.3 |
| PP |
5,810.5 |
5,810.5 |
5,810.5 |
5,830.6 |
| S1 |
5,730.0 |
5,730.0 |
5,845.7 |
5,770.3 |
| S2 |
5,594.5 |
5,594.5 |
5,825.9 |
|
| S3 |
5,378.5 |
5,514.0 |
5,806.1 |
|
| S4 |
5,162.5 |
5,298.0 |
5,746.7 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,394.5 |
7,163.5 |
6,034.2 |
|
| R3 |
6,775.0 |
6,544.0 |
5,863.9 |
|
| R2 |
6,155.5 |
6,155.5 |
5,807.1 |
|
| R1 |
5,924.5 |
5,924.5 |
5,750.3 |
6,040.0 |
| PP |
5,536.0 |
5,536.0 |
5,536.0 |
5,593.8 |
| S1 |
5,305.0 |
5,305.0 |
5,636.7 |
5,420.5 |
| S2 |
4,916.5 |
4,916.5 |
5,579.9 |
|
| S3 |
4,297.0 |
4,685.5 |
5,523.1 |
|
| S4 |
3,677.5 |
4,066.0 |
5,352.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,891.0 |
5,147.5 |
743.5 |
12.7% |
194.9 |
3.3% |
97% |
True |
False |
661 |
| 10 |
5,891.0 |
5,147.5 |
743.5 |
12.7% |
187.9 |
3.2% |
97% |
True |
False |
615 |
| 20 |
5,891.0 |
4,988.0 |
903.0 |
15.4% |
211.1 |
3.6% |
97% |
True |
False |
3,814 |
| 40 |
6,065.5 |
4,988.0 |
1,077.5 |
18.4% |
191.0 |
3.3% |
81% |
False |
False |
2,173 |
| 60 |
7,454.0 |
4,988.0 |
2,466.0 |
42.0% |
203.2 |
3.5% |
36% |
False |
False |
1,496 |
| 80 |
7,570.5 |
4,988.0 |
2,582.5 |
44.0% |
169.1 |
2.9% |
34% |
False |
False |
1,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,809.0 |
|
2.618 |
6,456.5 |
|
1.618 |
6,240.5 |
|
1.000 |
6,107.0 |
|
0.618 |
6,024.5 |
|
HIGH |
5,891.0 |
|
0.618 |
5,808.5 |
|
0.500 |
5,783.0 |
|
0.382 |
5,757.5 |
|
LOW |
5,675.0 |
|
0.618 |
5,541.5 |
|
1.000 |
5,459.0 |
|
1.618 |
5,325.5 |
|
2.618 |
5,109.5 |
|
4.250 |
4,757.0 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,838.0 |
5,807.3 |
| PP |
5,810.5 |
5,749.2 |
| S1 |
5,783.0 |
5,691.0 |
|